+74.9%
USAR vs STZ
-46.1%
+120.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.3% | -0.4% |
| 7D | -2.1% | -1.9% | -0.2% | -1.9% |
| 30D | +2.6% | -1.9% | +4.5% | +2.9% |
| 3M | -35.0% | -6.2% | -28.8% | -34.8% |
| 6M | -6.9% | -14.0% | +7.1% | -5.6% |
| YTD | +48.0% | -5.1% | +53.1% | +48.2% |
| 1Y | +24.8% | -9.6% | +34.4% | +25.0% |
| 3Y | +73.2% | -47.2% | +120.5% | +74.6% |
| All | +74.9% | -46.1% | +120.9% | +76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded STZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling